Here are the programming instructions for '98-02' Isuzu Rodeo and Troopers...
Isuzu Rodeo and Trooper (with factory keyless entry)
Instructions for programming
1. Get in car and make sure all doors are unlocked.
2. Open drivers door and leave open.
3. Put key in ignition.
4. Turn key to on position(dash lights on, but do not start) and back to off position 3 times in 5 seconds or less. (you must turn the key very fast)
5. Close and open drivers door 2 times in 5 seconds or less.
6. Turn key to on position and back to off position 5 times in 5 seconds or less. (turn key very fast)
7. Close and open drivers door doors should lock and unlock twice after this happens push the lock or unlock button on the remote, doors will lock and unlock. Push the lock or unlock button a second time and doors will lock and unlock again. You are finished!
The above sequence erases all previous codes and adds the new code as #1. If you are adding a second remote, you should follow the same sequence with the exception of step 6; instead of turning the key to the on position and back to the off position 5 times in 5 seconds or less, do it 3 times in 5 seconds or less and then continue to step 7.
***Remember to turn the key to the on and off position very fast.
As for the cd changer here is a link to the CD interface cable.
This will work ONLY with Eclipse products, and your current deck needs to have the CD changer controls ... you could buy the factory indash CD for about 100-150 used from http://www.car-parts.com and then hook it up into your current deck, again as long as it has the changer controls.